论文标题
限制定理用于离散时间鹰队流程
Limit theorems for a discrete-time Hawkes process
论文作者
论文摘要
霍克斯过程是一个自我激发的样本过程。它在金融，社交网络，犯罪学，地震学和许多其他领域中具有广泛的应用。随着存储技术的发展，数据驱动的模型吸引了更多的关注。此外，实际上，事件通常是在离散时间方案中记录的。但是，为连续时间设置定义了霍克斯的过程。在本文中，我们研究了（Xu等，2020）首次提出的离散时间标记鹰队过程的极限定理。
The Hawkes process is a self-exciting sample point process. It has wide applications in finance, social networks, criminology, seismology, and many other fields. With the development of storage technology, data-driven models are attracting more attention. Furthermore, in reality, events are often recorded in a discrete-time scheme. However, Hawkes process is defined for continuous-time setting. In this paper, we study the limit theorems of a discrete-time marked Hawkes process first proposed in (Xu et al., 2020).
